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Optimal Dividends in the Dual Model with Diffusion

Avanzi, Benjamin; Gerber, Hans Ulrich - 2009

barrier strategy is applied, and how the optimal dividend barrier can be determined. Conditions for optimality are discussed …

Persistent link: https://www.econbiz.de/10014047268

Optimal dividends for a two-dimensional risk model with simultaneous ruin of both branches

Strietzel, Philipp Lukas; Heinrich, Henriette Elisabeth - In: Risks : open access journal 10 (2022) 6, pp. 1-23

We consider the optimal dividend problem in the so-called degenerate bivariate risk model under the assumption that the …

Persistent link: https://www.econbiz.de/10013363123

Monotone and cash-invariant convex functions and hulls

Filipović, Damir; Kupper, Michael - In: Insurance / Mathematics & economics 41 (2007) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10003755653

Allocation of risks and equilibrium in markets with finitely many traders

Burgert, Christian; Rüschendorf, Ludger - In: Insurance / Mathematics & economics 42 (2008) 1, pp. 177-188

Persistent link: https://www.econbiz.de/10003682184

Stochastic assessment of special-rate life annuities

Olivieri, Annamaria; Tabakova, Daniela - 2024

Persistent link: https://www.econbiz.de/10014534628

CEO risk preferences and dividend policy decisions

Caliskan, Deren; Doukas, John A. - In: The journal of corporate finance : contracting, … 35 (2015), pp. 18-42

Persistent link: https://www.econbiz.de/10011420951

On fragility of bubbles in equilibrium asset pricing models of Lucas-type

Montrucchio, Luigi; Privileggi, Fabio - In: Journal of economic theory 101 (2001) 1, pp. 158-188

Persistent link: https://www.econbiz.de/10001638700

Understanding predictability

Menzly, Lior; Santos, Tano; Veronesi, Pietro - In: Journal of political economy 112 (2004) 1,1, pp. 1-47

Persistent link: https://www.econbiz.de/10001939829

Hot-Stove Effects : The Impact of CEO Past Professional Experiences on Dividend Policy

Faulkner, Matthew - 2020

The personal traits of chief executive officers (CEOs) have been found to influence corporate policy decisions. We examine the impact of past professional distress experiences on payout policy. We hypothesize that CEOs experiencing a distress event in their past career, before becoming CEO,...

Persistent link: https://www.econbiz.de/10012842584

CEO Risk Preferences and Dividend Policy Decisions

Caliskan, Deren - 2015

CEOs to pay dividends while convex CEO compensation decreases dividend payout …

Persistent link: https://www.econbiz.de/10013017194

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